Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-03 0.615440 0.698370 0.794382 0.915250 1.065548 1.249366 1.496216
2025-08-10 0.503756 0.600355 0.721122 0.887377 1.117529 1.437142 1.939741
2025-08-17 0.423512 0.520960 0.649133 0.836859 1.117986 1.549269 2.325739
2025-08-24 0.376180 0.474866 0.610265 0.819441 1.155659 1.722831 2.897535
2025-08-31 0.359123 0.466070 0.619698 0.871743 1.312104 2.148946 4.253409
2025-09-07 0.331270 0.437896 0.595873 0.866102 1.367618 2.412212 5.513858
2025-09-14 0.305785 0.410064 0.568389 0.848516 1.395312 2.629745 6.933562
2025-09-21 0.286612 0.389584 0.549597 0.842119 1.442558 2.917133 9.107257
2025-09-28 0.267587 0.367500 0.525558 0.822004 1.455621 3.125831 11.465510
2025-10-05 0.263938 0.368946 0.540267 0.876436 1.649913 3.987906 21.322506
2025-10-12 0.265834 0.379256 0.571112 0.968655 1.972781 5.644136 64.129640
2025-10-19 0.253541 0.365045 0.556775 0.964237 2.040891 6.391552 132.007412
2025-10-26 0.242240 0.352551 0.545945 0.969667 2.153663 7.616360 593.892686
2025-11-02 0.226585 0.331525 0.517285 0.930573 2.119210 8.016070 2874.724826
2025-11-09 0.210192 0.308238 0.482514 0.872824 2.009581 7.836052 12022.917205
2025-11-16 0.199607 0.294416 0.464728 0.852717 2.020448 8.557524 NaN
2025-11-23 0.198072 0.296276 0.477289 0.907469 2.316018 12.432481 NaN
2025-11-30 0.190363 0.286580 0.466050 0.901130 2.385466 14.596643 NaN
2025-12-07 0.182097 0.275380 0.450851 0.882330 2.399225 16.278289 NaN
2025-12-14 0.175582 0.266994 0.440724 0.875482 2.462651 19.226665 NaN
2025-12-21 0.168260 0.256736 0.425966 0.854152 2.455448 21.115901 NaN
2025-12-28 0.168121 0.259725 0.439085 0.911808 2.850786 37.867706 NaN
2026-01-04 0.170602 0.267780 0.463908 1.009738 3.562800 116.858276 NaN